Properties of the augmented Lagrangian in nonlinear semidefinite optimization

DOI10.1007/S10957-006-9078-8MaRDI QIDQ868537zbMATH OpenOpenAlexFDO

Authors Jie Sun, Yue Wu, Liwei Zhang

Publication date 6 March 2007

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-006-9078-8

Mathematics Subject Classification ID

Semidefinite programming (90C22)

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Cited in

(25)

• On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
• Exact augmented Lagrangian functions for nonlinear semidefinite programming
• A class of nonlinear Lagrangians for nonconvex second order cone programming
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness
• Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
• A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming
• Optimality conditions and global convergence for nonlinear semidefinite programming
• Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming
• A globally convergent QP-free algorithm for nonlinear semidefinite programming
• Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
• Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
• On the approximate augmented Lagrangian for nonlinear symmetric cone programming
• A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming
• A note on the augmented Hessian when the reduced Hessian is semidefinite
• An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
• On saddle points in semidefinite optimization via separation scheme
• Augmented Lagrangian and nonlinear semidefinite programs
• A primal-dual interior point trust-region method for nonlinear semidefinite programming
• Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
• Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions
• Approximate augmented Lagrangian functions and nonlinear semidefinite programs

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